+200.5%
B vs RVTY
+217.6%
-17.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +3.5% |
| 7D | +11.3% | +6.0% | +5.3% | +9.8% |
| 30D | +2.9% | +4.3% | -1.3% | +1.9% |
| 3M | -2.9% | +40.2% | -43.1% | -9.7% |
| 6M | -1.2% | +59.3% | -60.5% | -10.7% |
| YTD | -1.3% | +66.5% | -67.9% | -12.0% |
| 1Y | +30.4% | +77.5% | -47.1% | +14.9% |
| 3Y | +195.3% | +92.5% | +102.8% | +152.8% |
| 5Y | +146.2% | -6.8% | +153.0% | +132.9% |
| 10Y | +200.5% | +225.4% | -24.9% | +149.7% |
| All | +200.5% | +217.6% | -17.2% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling